setTimeout
setTimeout allows us to run a function once after the interval of time.

In short, the method will be invoked only once after a defined delay time.

 

setInterval
setInterval allows us to run a function repeatedly, starting after the interval of time, then repeating continuously at that interval.

In short, the method will be invoked multiple times after a defined delay time.

 

setImmediate
setImmediate will execute a function right after the next code blocks after it or at the end of the current event loop cycle. in this method, the first argument is the function to execute and you can also pass any extra arguments to this function.
Example

console.log('before....');

setImmediate((arg) => {
  console.log(`executing.... ${arg}`);
}, 'setImmediate method');

console.log('after 1....');
console.log('after 2.....');

Prints

 before....
after 1....
after 2.....
executing.... setImmediate method

Note: setTimeout(() => {}, 0) A setTimeout() callback with a 0ms delay is very similar to setImmediate().